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Derivative Financial Instruments - Cash Flow Hedges and Contingent Features (Details) - USD ($) $ in Thousands	3 Months Ended
	Mar. 31, 2022	Mar. 31, 2021
Cash Flow Hedges of Interest Rate Risk
Total interest expense presented in the Consolidated Statements of Operations in which the effects of cash flow hedges are recorded	$ 17,259	$ 15,358
Interest Rate Swaps
Cash Flow Hedges of Interest Rate Risk
Additional amount reclassified from accumulated other comprehensive income (loss) as a increase (decrease) to interest expense over the next twelve months	(2,200)
Income recognized in accumulated other comprehensive income (loss) on interest rate swaps	33,506	7,750
Loss reclassified from accumulated other comprehensive income (loss) into income as interest expense	3,731	4,400
Total interest expense presented in the Consolidated Statements of Operations in which the effects of cash flow hedges are recorded	17,259	$ 15,358
Assets Needed for Immediate Settlement, Aggregate Fair Value	$ 100

X

- Definition

The aggregate fair value of assets needed to immediately settle the derivative instruments with credit-risk-related contingent features if the credit-risk-related contingent features were triggered at the end of the reporting period.

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The effective portion of net gain (loss) reclassified from accumulated other comprehensive income into income on derivative instruments designated and qualifying as hedging instruments.

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- Definition

Amount of the cost of borrowed funds accounted for as interest expense.

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The estimated net amount of unrealized gains or losses on interest rate cash flow hedges as of the balance sheet date expected to be reclassified to earnings within the next twelve months.

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Amount, after tax and before reclassification, of gain (loss) from derivative instrument designated and qualifying as cash flow hedge included in assessment of hedge effectiveness.

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